+3,768.7%
ACGL vs WCN
+6,839.3%
-3,070.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.6% | -1.5% |
| 7D | -0.7% | -0.6% | -0.1% | -0.6% |
| 30D | -1.0% | +0.4% | -1.4% | -1.1% |
| 3M | +11.0% | +7.3% | +3.7% | +9.3% |
| 6M | -0.3% | -2.5% | +2.2% | +0.1% |
| YTD | +2.3% | -5.4% | +7.6% | +3.2% |
| 1Y | +6.4% | -8.5% | +14.8% | +8.1% |
| 3Y | +34.0% | +20.8% | +13.2% | +27.8% |
| 5Y | +161.6% | +30.0% | +131.6% | +144.9% |
| 10Y | +278.6% | +238.4% | +40.2% | +201.3% |
| All | +3,768.7% | +6,839.3% | -3,070.6% | +2,110.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WCN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling